The following pages link to Journal of Multivariate Analysis (Q57672):
Displaying 50 items.
- A note on tail dependence regression (Q391808) (← links)
- Robust estimation of location and scatter by pruning the minimum spanning tree (Q391812) (← links)
- Minimum distance estimation in a finite mixture regression model (Q391814) (← links)
- A Bayesian decision theoretic approach to directional multiple hypotheses problems (Q391816) (← links)
- Distribution of functionals of a Ferguson-Dirichlet process over an \(n\)-dimensional ball (Q391820) (← links)
- Generalized prediction intervals for BLUPs in mixed models (Q391823) (← links)
- Extreme dependence models based on event magnitude (Q391856) (← links)
- Quantile regression analysis of case-cohort data (Q391857) (← links)
- Tests for skewness and kurtosis in the one-way error component model (Q391858) (← links)
- Extended matrix variate gamma and beta functions (Q391859) (← links)
- On the exact and approximate distributions of the product of a Wishart matrix with a normal vector (Q391862) (← links)
- A nonparametric empirical Bayes approach to adaptive minimax estimation (Q391864) (← links)
- Adjusted regularized estimation in the accelerated failure time model with high dimensional covariates (Q391867) (← links)
- Variable selection in high-dimensional quantile varying coefficient models (Q391871) (← links)
- A frailty model for interaction between multiple events (Q391874) (← links)
- Direction estimation in single-index models via distance covariance (Q391876) (← links)
- Bartlett-type adjustments for hypothesis testing in linear models with general error covariance matrices (Q391878) (← links)
- On the distribution of posterior probabilities in finite mixture models with application in clustering (Q391879) (← links)
- On extension of some identities for the bias and risk functions in elliptically contoured distributions (Q391881) (← links)
- Confidence regions for level sets (Q391882) (← links)
- On the limiting distribution of the spatial scan statistic (Q391884) (← links)
- A robust and efficient estimation method for single index models (Q391886) (← links)
- High-dimensional AIC in the growth curve model (Q391888) (← links)
- Asymptotic properties of wavelet estimators in semiparametric regression models under dependent errors (Q391889) (← links)
- Sklar's theorem derived using probabilistic continuation and two consistency results (Q391891) (← links)
- Minimax rates of convergence for Wasserstein deconvolution with supersmooth errors in any dimension (Q391892) (← links)
- On a family of test statistics for discretely observed diffusion processes (Q391894) (← links)
- Nonparametric estimation of means on Hilbert manifolds and extrinsic analysis of mean shapes of contours (Q391896) (← links)
- PCA consistency for the power spiked model in high-dimensional settings (Q391897) (← links)
- A note on the variance of the square components of a normal multivariate within a Euclidean ball (Q391900) (← links)
- Constrained empirical Bayes estimator and its uncertainty in normal linear mixed models (Q391901) (← links)
- Hierarchical Poisson models for spatial count data (Q391903) (← links)
- Extremal \(t\) processes: elliptical domain of attraction and a spectral representation (Q391905) (← links)
- Partial marginal likelihood estimation for general transformation models (Q391907) (← links)
- On bivariate Weibull-geometric distribution (Q391908) (← links)
- Compound Poisson approximations for symmetric vectors (Q391910) (← links)
- Nonparametric estimation of multivariate elliptic densities via finite mixture sieves (Q391911) (← links)
- A ridge regression estimation approach to the measurement error model (Q391912) (← links)
- Geometric interpretation of the residual dependence coefficient (Q391914) (← links)
- Measuring association and dependence between random vectors (Q391917) (← links)
- Structure of the random measure associated with an isotropic stationary process (Q391920) (← links)
- Strength of tail dependence based on conditional tail expectation (Q391924) (← links)
- A nonparametric two-sample test applicable to high dimensional data (Q391926) (← links)
- Parameter estimation for operator scaling random fields (Q391927) (← links)
- Consistency of high-dimensional AIC-type and \(C_p\)-type criteria in multivariate linear regression (Q391928) (← links)
- On the asymptotic normality of kernel density estimators for causal linear random fields (Q391929) (← links)
- Deflation-based separation of uncorrelated stationary time series (Q391930) (← links)
- Mixtures of skewed Kalman filters (Q391932) (← links)
- Local linear-additive estimation for multiple nonparametric regressions (Q391935) (← links)
- Integrative correlation: properties and relation to canonical correlations (Q391939) (← links)
